+319.3%
CSCO vs MMM
+79.9%
+239.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -4.7% | +7.0% | -11.6% | -7.4% |
| 30D | -17.1% | +18.4% | -35.5% | -23.0% |
| 3M | -19.6% | +4.5% | -24.1% | -21.4% |
| 6M | +2.4% | +33.4% | -31.0% | -10.1% |
| YTD | +29.8% | +20.0% | +9.8% | +18.3% |
| 1Y | +38.7% | +15.0% | +23.6% | +28.7% |
| 3Y | +101.3% | +165.0% | -63.7% | +19.0% |
| 5Y | +94.8% | +47.9% | +46.9% | +57.5% |
| All | +319.3% | +79.9% | +239.5% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling